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The HoloLens application is also a UWP application. For UWP applications you can try file picker, please refer to Open files and folders with a picker - UWP applications | Microsoft Learn and Save a file with a picker - UWP applications | Microsoft Learn.
It should be noted that Unity does not support the WinRT API by default, so you need to add preprocessor directives when using these APIs, please refer to Unity - Manual: WinRT API in C# scripts for UWP (unity3d.com).
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